+887.9%
APP vs EFV
+91.8%
+796.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.4% | +3.5% | +3.5% |
| 7D | +4.6% | +2.5% | +2.0% | +1.7% |
| 30D | +56.0% | +2.9% | +53.1% | +49.7% |
| 3M | +30.8% | -1.4% | +32.3% | +32.6% |
| 6M | -9.8% | +5.5% | -15.3% | -16.2% |
| YTD | -39.3% | +16.1% | -55.4% | -51.5% |
| 1Y | -26.4% | +20.3% | -46.7% | -44.4% |
| 3Y | +887.9% | +90.4% | +797.5% | +251.2% |
| All | +887.9% | +91.8% | +796.1% | +251.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded EFV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling